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On the penalty function and on continuity properties of risk measures
Frittelli, Marco; Rosazza Gianin, Emanuela - In: International journal of theoretical and applied finance 14 (2011) 1, pp. 163-185
Persistent link: https://www.econbiz.de/10008908375
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Capital allocation for set-valued risk measures
Centrone, Francesca; Rosazza Gianin, Emanuela - In: International journal of theoretical and applied finance 23 (2020) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
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Independent component analysis and immunization : an exploratory study
Bellini, Fabio; Salinelli, Ernesto - In: International journal of theoretical and applied finance 6 (2003) 7, pp. 721-738
Persistent link: https://www.econbiz.de/10001820880
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Detecting and modeling tail dependence
Bellini, Fabio; Figà-Talamanca, Gianna - In: International journal of theoretical and applied finance 7 (2004) 3, pp. 269-287
Persistent link: https://www.econbiz.de/10002111461